+4,713.1%
AMGN vs YUM
+4,087.9%
+625.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -13.9% | -5.2% | -8.7% | -12.6% |
| 30D | -7.1% | -0.1% | -7.1% | -7.2% |
| 3M | +13.9% | -4.3% | +18.2% | +15.1% |
| 6M | +3.2% | -8.7% | +12.0% | +5.5% |
| YTD | +19.2% | -3.5% | +22.7% | +19.9% |
| 1Y | +41.1% | +0.5% | +40.7% | +40.2% |
| 3Y | +61.3% | +20.5% | +40.8% | +51.5% |
| 5Y | +109.1% | +21.8% | +87.2% | +94.0% |
| 10Y | +209.4% | +176.5% | +32.9% | +124.7% |
| All | +4,713.1% | +4,087.9% | +625.2% | +1,686.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling